+95.8%
NI vs ECL
+25.4%
+70.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +1.3% | -2.7% | +4.0% | +2.1% |
| 30D | -0.3% | -4.3% | +4.0% | +1.0% |
| 3M | -9.5% | +3.2% | -12.7% | -10.5% |
| 6M | -10.2% | -2.9% | -7.3% | -9.8% |
| YTD | +1.8% | +4.3% | -2.5% | -0.1% |
| 1Y | +5.7% | +1.6% | +4.0% | +4.5% |
| 3Y | +69.6% | +54.3% | +15.4% | +45.8% |
| 5Y | +95.8% | +26.5% | +69.3% | +71.5% |
| All | +95.8% | +25.4% | +70.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling